trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional ct target_notional_abs trade_percentage
1 -49,391 3,611,610 36,141 135,628 248 42,120,698 0.086

trade_notional trade_notional_abs trade_rawBeta_notional trade_alpha_notional
trade_sign
-1 -1,830,500 1,830,500 -1,986,454 145,329
1 1,781,109 1,781,109 2,022,595 -9,701

ct netnotional shortnotional netbeta gross_trade abeta alpha_abs_avg netalpha
quoteCountry
AU 25 33,614 -51,784 46,335 141,197 0.63 0.083 11,362
CN 82 49,340 -753,363 -28,147 1,926,555 1.41 0.135 69,752
HK 14 -20,074 -20,947 -21,027 93,665 1.56 0.135 5,525
JP 116 -77,574 -311,423 67,751 1,381,224 0.81 0.075 50,626
NZ 2 492 -506 316 1,503 0.47 0.121 -20
SG 2 -15,752 -15,752 -18,698 15,752 0.96 0.015 310
TH 7 -19,437 0 -10,389 51,713 0.34 0.204 -1,926

ct netnotional shortnotional netbeta gross_trade abeta alpha_avg netalpha
quoteCountry trade_sign
AU -1 11 -53,791 -51,784 -12,405 53,791 0.64 -0.040 7,150
1 14 87,406 0 58,740 87,406 0.62 0.005 4,212
CN -1 43 -938,608 -753,363 -1,312,020 938,608 1.46 -0.107 135,445
1 39 987,947 0 1,283,873 987,947 1.34 -0.087 -65,693
HK -1 8 -56,869 -20,947 -91,105 56,869 1.48 0.034 -3,137
1 6 36,796 0 70,078 36,796 1.67 0.161 8,662
JP -1 57 -729,399 -311,423 -539,204 729,399 0.76 -0.012 10,674
1 59 651,825 0 606,955 651,825 0.86 0.042 39,952
NZ -1 1 -506 -506 -207 506 0.41 -0.147 74
1 1 997 0 523 997 0.52 -0.095 -95
SG -1 2 -15,752 -15,752 -18,698 15,752 0.96 -0.007 310
TH -1 5 -35,575 0 -12,815 35,575 0.38 0.202 -5,187
1 2 16,138 0 2,426 16,138 0.25 0.209 3,261